I've not seen this.
NinjaEpisode, I'd be curious as to what happens when your system shuts down quickly by any other means (pressing POWER comes to mind). It sounds like something is goofy in your OS, and the quick shutdown leaves something in a quirky state. Try pressing POWER (just once, briefly... don't hold it). See if that triggers Windows to shutdown. If it does, it should happen very quickly, much like what you're seeing from MAMEWAH. Then boot back up, see if the sound problem occurs.
Chemame.